Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 127'158 | 75'000 | 52'097 CHF | 31'501 CHF | 100.00% | 100.00% |
24.05.2024 | 2.20% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 115'102 | 75'000 | 51'744 CHF | 34'520 CHF | 98.33% | 98.33% |
23.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'878 | 75'000 | 52'317 CHF | 33'253 CHF | 98.54% | 98.54% |
22.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'647 | 75'000 | 52'758 CHF | 37'198 CHF | 92.74% | 92.74% |
21.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 108'214 | 75'000 | 52'468 CHF | 37'134 CHF | 100.00% | 100.00% |
17.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'805 | 75'000 | 52'575 CHF | 36'353 CHF | 100.00% | 100.00% |
16.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 122'111 | 75'000 | 51'492 CHF | 32'392 CHF | 99.33% | 99.33% |
15.05.2024 | 2.09% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 109'354 | 74'489 | 52'208 CHF | 36'499 CHF | 98.94% | 98.94% |
14.05.2024 | 1.68% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 91'307 | 75'000 | 54'082 CHF | 45'221 CHF | 99.20% | 99.20% |
13.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 91'639 | 75'000 | 52'389 CHF | 43'658 CHF | 99.38% | 99.38% |